Question
Let {Xn : n 1} be a sequence of random variables and Sn = X1+ ... +Xn. Show that if Xn 0 in L1, then
Let {Xn : n 1} be a sequence of random variables and Sn = X1+ ... +Xn.
Show that if Xn 0 in L1, then Sn=n 0 in L1.
Provide an example where Xn0 in probability, but Sn/n does not converge to 0 in probability.
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Introduction to Probability
Authors: Mark Daniel Ward, Ellen Gundlach
1st edition
716771098, 978-1319060893, 1319060897, 978-0716771098
